#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL.Termstructures.Volatility.Equityfx;
using Cephei.QL.Termstructures;
using Cephei.QL;
using Cephei.QL.Math;
namespace Cephei.QL.Processes
{
     // <summary> 
	// ! This class describes the stochastic process governed by \f[ dS(t, S) = (r(t) - q(t) - \frac{\sigma(t, S)^2}{2}) dt + \sigma dW_t. \f]  \ingroup processes
	// </summary>
    [Guid ("006C82DC-0B5A-4770-AE15-0E42AFFF1F6D"),ComVisible(true)]
	public interface IGeneralizedBlackScholesProcess : Cephei.QL.IStochasticProcess1D
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        
		 Double Apply(Double x0, Double dx);
        
		 Cephei.QL.Termstructures.Volatility.Equityfx.IBlackVolTermStructure BlackVolatility {get;}
        
		 Double Diffusion(Double t, Double x);
        
		 Cephei.QL.Termstructures.IYieldTermStructure DividendYield {get;}
        
		 Double Drift(Double t, Double x);
        
		 Cephei.QL.Termstructures.Volatility.Equityfx.ILocalVolTermStructure LocalVolatility {get;}
        
		 Cephei.QL.Termstructures.IYieldTermStructure RiskFreeRate {get;}
        
		 Cephei.QL.IQuote StateVariable {get;}
        
		 Double Time(DateTime d);
        
		 IGeneralizedBlackScholesProcess Update {get;}
        
		 Double X0 {get;}
        
		 Double Evolve(Double t0, Double x0, Double dt, Double dw);
        
		 Double Expectation(Double t0, Double x0, Double dt);
    }

    // <summary> 
	// ! This class describes the stochastic process governed by \f[ dS(t, S) = (r(t) - q(t) - \frac{\sigma(t, S)^2}{2}) dt + \sigma dW_t. \f]  \ingroup processes Factory
	// </summary>
   	[ComVisible(true)]
    public interface IGeneralizedBlackScholesProcess_Factory // : Collection_Factory<IGeneralizedBlackScholesProcess, ICell<IGeneralizedBlackScholesProcess>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
    }
}

